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Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes

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Title: Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes
Author: Willett, Rebecca
Type: Elec 599 Project Report
Keywords: Poisson; multiscale; polynomial
Citation: R. Willett, "Multiresolution Intensity Estimation of Piecewise Linear Poisson Processes," None, 2001.
Abstract: Given observations of a one-dimensional piecewise linear, length-M Poisson intensity function, our goal is to estimate both the partition points and the parameters of each segment. In order to determine where the breaks lie, we develop a maximum penalized likelihood estimator based on information-theoretic complexity penalization. We construct a probabilistic model of the observations within a multiscale framework, and use this framework to devise a computationally efficient optimization algorithm, based on a tree-pruning approach, to compute the MPLE.
Date Published: 2001-04-20

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  • ECE Publications [1046 items]
    Publications by Rice University Electrical and Computer Engineering faculty and graduate students
  • DSP Publications [508 items]
    Publications by Rice Faculty and graduate students in digital signal processing.